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SPPE.DE vs. CSPX.AS
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

SPPE.DE vs. CSPX.AS - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in SPDR S&P 500 UCITS ETF EUR Hedged Accumulating (SPPE.DE) and iShares Core S&P 500 UCITS ETF (CSPX.AS). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, SPPE.DE achieves a 7.12% return, which is significantly lower than CSPX.AS's 9.99% return.


SPPE.DE

1D
2.15%
1M
0.28%
YTD
7.12%
6M
8.21%
1Y
21.53%
3Y*
18.29%
5Y*
10.69%
10Y*

CSPX.AS

1D
1.55%
1M
1.57%
YTD
9.99%
6M
11.11%
1Y
24.46%
3Y*
17.93%
5Y*
14.23%
10Y*
14.86%
*Multi-year figures are annualized to reflect compound growth (CAGR)

SPPE.DE vs. CSPX.AS - Yearly Performance Comparison


2026 (YTD)20252024202320222021202020192018
SPPE.DE
SPDR S&P 500 UCITS ETF EUR Hedged Accumulating
7.12%15.32%23.27%23.16%-21.71%28.53%15.02%27.80%-8.05%
CSPX.AS
iShares Core S&P 500 UCITS ETF
9.99%4.00%33.87%22.28%-14.24%40.26%7.72%32.99%-5.94%

Correlation

The correlation between SPPE.DE and CSPX.AS is 0.84, indicating a strong positive relationship between their price movements. Combining them offers limited diversification - they tend to fall together during downturns.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.84

Correlation (3Y)
Calculated over the trailing 3-year period

0.80

Correlation (5Y)
Calculated over the trailing 5-year period

0.84

Correlation (All Time)
Calculated using the full available price history since Oct 31, 2018

0.86

The correlation between SPPE.DE and CSPX.AS has been stable across timeframes, ranging from 0.80 to 0.86 - a consistent structural relationship.

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Return for Risk

SPPE.DE vs. CSPX.AS — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

SPPE.DE
SPPE.DE Risk / Return Rank: 6161
Overall Rank
SPPE.DE Sharpe Ratio Rank: 6060
Sharpe Ratio Rank
SPPE.DE Sortino Ratio Rank: 6565
Sortino Ratio Rank
SPPE.DE Omega Ratio Rank: 5959
Omega Ratio Rank
SPPE.DE Calmar Ratio Rank: 5555
Calmar Ratio Rank
SPPE.DE Martin Ratio Rank: 6464
Martin Ratio Rank

CSPX.AS
CSPX.AS Risk / Return Rank: 7575
Overall Rank
CSPX.AS Sharpe Ratio Rank: 7676
Sharpe Ratio Rank
CSPX.AS Sortino Ratio Rank: 7474
Sortino Ratio Rank
CSPX.AS Omega Ratio Rank: 7777
Omega Ratio Rank
CSPX.AS Calmar Ratio Rank: 7676
Calmar Ratio Rank
CSPX.AS Martin Ratio Rank: 7474
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

SPPE.DE vs. CSPX.AS - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for SPDR S&P 500 UCITS ETF EUR Hedged Accumulating (SPPE.DE) and iShares Core S&P 500 UCITS ETF (CSPX.AS). Risk-adjusted metrics are performance indicators that assess an investment's returns in relation to its risk, enabling a more accurate comparison of different investment options.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.


SPPE.DECSPX.ASDifference
Sharpe ratioReturn per unit of total volatility

-0.32

Sortino ratioReturn per unit of downside risk

-0.24

Omega ratioGain probability vs. loss probability

1.32

1.39

-0.07

Calmar ratioReturn relative to maximum drawdown

2.47

3.40

-0.93

Martin ratioReturn relative to average drawdown

10.29

12.02

-1.73

SPPE.DE vs. CSPX.AS - Sharpe Ratio Comparison

The current SPPE.DE Sharpe Ratio is 1.78, which is comparable to the CSPX.AS Sharpe Ratio of 2.10. The chart below compares the historical Sharpe Ratios of SPPE.DE and CSPX.AS, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Drawdowns

SPPE.DE vs. CSPX.AS - Drawdown Comparison

The maximum SPPE.DE drawdown since its inception was -34.33%, roughly equal to the maximum CSPX.AS drawdown of -33.65%. Use the drawdown chart below to compare losses from any high point for SPPE.DE and CSPX.AS.


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Drawdown Indicators


SPPE.DECSPX.ASDifference

Max Drawdown

Largest peak-to-trough decline

-34.33%

-33.65%

-0.68%

Max Drawdown (1Y)

Largest decline over 1 year

-8.68%

-7.11%

-1.57%

Max Drawdown (3Y)

Largest decline over 3 years

-18.40%

-23.37%

+4.97%

Max Drawdown (5Y)

Largest decline over 5 years

-26.10%

-23.37%

-2.73%

Max Drawdown (10Y)

Largest decline over 10 years

-33.65%

Current Drawdown

Current decline from peak

-2.33%

-1.76%

-0.57%

Average Drawdown

Average peak-to-trough decline

-5.81%

-3.74%

-2.07%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.09%

2.02%

+0.07%

Volatility

SPPE.DE vs. CSPX.AS - Volatility Comparison

SPDR S&P 500 UCITS ETF EUR Hedged Accumulating (SPPE.DE) has a higher volatility of 3.87% compared to iShares Core S&P 500 UCITS ETF (CSPX.AS) at 3.07%. This indicates that SPPE.DE's price experiences larger fluctuations and is considered to be riskier than CSPX.AS based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


SPPE.DECSPX.ASDifference

Volatility (1M)

Calculated over the trailing 1-month period

3.87%

3.07%

+0.80%

Volatility (6M)

Calculated over the trailing 6-month period

9.02%

7.76%

+1.26%

Volatility (1Y)

Calculated over the trailing 1-year period

12.05%

11.53%

+0.52%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

16.03%

15.18%

+0.85%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

17.66%

16.07%

+1.59%

SPPE.DE vs. CSPX.AS - Expense Ratio Comparison

SPPE.DE has a 0.12% expense ratio, which is higher than CSPX.AS's 0.07% expense ratio. However, both funds are considered low-cost compared to the broader market, where average expense ratios usually range from 0.3% to 0.9%.


Dividends

SPPE.DE vs. CSPX.AS - Dividend Comparison

Neither SPPE.DE nor CSPX.AS has paid dividends to shareholders.


Tickers have no history of dividend payments

Frequently Asked Questions


SPPE.DE and CSPX.AS have a correlation of 0.84, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, CSPX.AS is cheaper at 0.07% per year. The better choice depends on whether you care most about return, fees, risk, or income.

CSPX.AS is cheaper with a 0.07% expense ratio, compared with 0.12% for SPPE.DE.

SPPE.DE tracks S&P 500 EUR Dynamic Hedged Index, while CSPX.AS tracks S&P 500 Index. They also come from different issuers: State Street and iShares. Their fees differ too: 0.12% for SPPE.DE and 0.07% for CSPX.AS.

Portfolio Optimizer

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